David Ives's taut two-person play Venus in Fur is saturated with erotic twists and turns. The show follows a domineering director auditioning a gifted actress for a stage adaptation of Leopold von Sacher-Masoch's 19th-century novella Venus in Furs. The term masochism was derived from the author's name, and there's plenty of that in this Broadway-bound production starring Hugh Dancy and Nina Arianda, who originated the role of Vanda to great acclaim off-Broadway in 2010.

Two-person plays are always demanding, but David Ives's erotic dramedy, about a domineering director auditioning a preternaturally gifted actress, is a seriously intense workout. How did you prepare?Hugh Dancy: Actually, we haven't started rehearsing yet! So this photo shoot amounts to our preparation.

Nina, you originated and earned raves for the part of goofy, sexy Vanda, opposite Wes Bentley, two seasons ago Off Broadway. Are you ready to reprise the role on Broadway?Nina Arianda: The show has never left my mind. Everything reminded me of it. I'm thrilled to be able to play the game again, and with a new partner.

Hugh, are you looking forward to squaring off against Nina?Dancy: It's interesting that a lot of people, in particular the press, have addressed it from that point of view. I think that's a misunderstanding based on the nature of the play. I've been onstage with somebody when it's a battle, and it's the least enjoyable thing you can experience as an actor.Arianda: You're never allowed to go fully into the story or character.Dancy: Right, because you have to service [the actor you're battling with], or find ways around them, and that's just extremely frustrating. This play is fast and it turns corners quickly and to do that, you both need to work together as a unit.

You get very intimate duringVenus in Fur.Did you have any qualms about the intensity and physicality of the action?Dancy: Intensity doesn't equal physicality, and physicality isn't always intense. It's about creating an atmosphere. For me, there's rarely anything less sexy than nudity onstage. Climbing on top of somebody isn't erotic; it's the context that makes it sexy.

What do you find sexy onstage?Dancy: [As Arianda waves her hand] Do you want me to say you? [Laughs] Honestly, I think what draws you in are moments that are intimate and truthful. It's not enough to just hold each other. The audience needs to forget everything other than the two people onstage.Arianda: To me, the not doing is what makes the play so hot and frustrating.

As sexually charged as the show is, it's also frequently hilarious. Do you think people often find divorce sexy and funny?Dancy: Only in entertainment. We're inundated by billboards with skin and so on. But a good sense of humor is such a clich, and when we're actually looking for a real-life partner, that's a great deal of what we're after. Humor and game playing are the central pillars of the play really.

Both of you live at least part of the time in New York City. Do you have any favorite sexy spots?Arianda: I love the Frying Pan, especially in the summer. I like anything outdoors.Dancy: For me, Central Park when the weather gets goodArianda: In the winter, Rockefeller Center, because New York is my favorite place to spend the holidays.

Have either of you ever been in a relationship like the one in the play?Dancy: Not [exactly] like this, but writ large, massively diluted, everybody's been in relationships like this.Arianda: I've been in relationships where we were like, "Wait, what are we doing?"Dancy: When there's game playing and you don't necessarily know that's what it is—it's not fun.

Nina, you got nodes on your vocal cords from playing Vanda. Was that your only injury during the show?Arianda: Oh no, I was, like, bruise central. But I never felt it. I remember one time, within ten seconds of entering the stage, I had whacked myself in my head with an umbrella. It was amazing. I had this egg on my head. That kind of move is very me—and very Vanda.